Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93842.1837 | 54714.4675 | 39127.7162 | 104006.9268 | 87481.5132 | 16525.4136 |
Total P&L (%) | 93.8422 | 54.7145 | 39.1277 | 104.0069 | 87.4815 | 16.5254 |
Avg Daily Profit (%) | 0.6756 | 0.3939 | 0.2817 | 0.5146 | 0.4535 | 0.1102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35248 | -20748 | -39103 | -63308 | -19251 | -85895 |
Profit Factor | 1.4692 | 1.6783 | 1.3278 | 1.3566 | 1.8827 | 1.0858 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 68.3453 | 66.6667 | 70 | 68.3453 | 66.6667 | 70 |
Ratio Avg Win / Avg Loss | 0.6805 | 0.8391 | 0.5691 | 0.6283 | 0.9414 | 0.4654 |
Largest Winning Trade | 19786 | 19786 | 11791 | 24397 | 24397 | 16303 |
Largest Losing Trade | -28208 | -14889 | -28208 | -58012 | -13838 | -58012 |
Avg Bars in Trades | 92 | 90 | 94 | 92 | 90 | 94 |
Avg Bars in Winners | 65 | 52 | 78 | 65 | 52 | 78 |
Avg Bars in Losers | 148 | 165 | 130 | 148 | 165 | 130 |
Bars Traded | 12801 | 6216 | 6585 | 12801 | 6216 | 6585 |
Profit Streak | 143.8157 | 143.8157 | 145.9303 | 143.8157 | 143.8157 | 145.9303 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484308 | -92068 | -87800 | 410014 | -90145 | -275328 |
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{ "first_band": { "type": "tema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 188, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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